On my nexus I see the the alert if I type in the following:
But if I type in (with a clear cache)
I can see the url redirect to jsfiddle.net/NTEQF/show/ but I see no alert.
Once I visit the page a few times, the alert starts to show up. To reproduce the no alert consistently, I can clear all the data through the devices setting panel: Apps > All > Chrome > Clear Data - Sometime clearing the cache through the privacy settings within Chrome does the trick too.
You must be consistent with redirects.
If you call www.whateverpage.com on one redirect and then just whateverpage.com on another, you are actually going to two different domains, so any cookies or session cookies might be set for one domain but not the other. This is true also if you have for example a page like mobile.whateverpage.com. These are all different domains, so you'll have to treat them accordingly.